Prerequisite: 
Math128A or equivalent for basic analysis and some MATLAB experience for progamming skills.

Lecturer: 
Ming Gu, mgu@berkeley.edu, 861 Evans, Phone (510) 6423145
Office hours: MF 1:002:00pm and W 2:003:00pm in 861 Evans.

GSI: 
Luming Wang, lwang@berkeley.edu
Office hours: M 4:006:00PM, 1085 Evans.

Textbooks and Other Reading Materials: 
 Required Textbook:
[L] R. J. LeVeque, Finite Difference Methods for Ordinary and
Partial Differential Equations, Steady State and Time Dependent
Problems, SIAM, 2007. ISBN 9780898716290.
The author maintains a sourceful website,
http://faculty.washington.edu/rjl/fdmbook/ for this text book,
including exercises and Matlab programs.
 Lecture Notes (Frequently updated)
 P. Persson, Lecture notes Math 228A Fall 2013: (ODEs, web)
 P. Persson, Lecture notes on Finite Element Methods:
 G. Golub, J. Welsch, Calculation of Gauss Quadrature Gaussian Quadratures
 J. Bremer and V. Rokhlin, Solving boundary Integral equations:
Efficient discretization of laplace boundary integral equations on polygonal domains.
 J. Strain, Lecture notes Math 228A Fall 2008: (PDF1, PDF2, PDF3, PDF4, PDF5, PDF10, PDF11, web)
 J. Wilkening, Lecture notes Math 228A Fall 2007: (PDF)

Grading: 
Grades will be based on biweekly problem sets, some of which can be
quite challenging or time consuming. While discussions with other students in the
class are allowed, the work you handle in must be entirely your own (both solutions and MATLAB codes).

Syllabus: 
This syllabus is frequently updated to keep up with the pace of the class.
Lec 
Date 
Topic 
Readings 
Other 

01 
Fri. 08/29 
Overview, ODEs (IVPs, BVPs), PDEs 



02 
Wed. 09/03 
Finite Difference Approximations 
L:1.11.5, PDF1


03 
Fri. 09/05 
Boundary Value Problems 
L2.12.10 

04 
Mon. 09/08 
Boundary Value Problems 
L2.11  2.14 

05 
Wed. 09/10 
Boundary Value Problems 
L2.152.16 

06 
Fri. 09/12 
Boundary Value Problems 
L2.12.10 

07 
Mon. 09/15 
Boundary Value Problems 
L2.172.20 

08 
Wed. 09/17 
Boundary Value Problems 
L2.202.21, Integral Equation Solutions to TPBVP 

09 
Fri. 09/19 
Elliptic Equations 
L3.13.4, Nested_Dissection 

10 
Mon. 09/22 
Elliptic Equations 
L3.53.7 

11 
Wed. 09/24 
Elliptic Equations 
L3.53.7 

12 
Fri. 09/26 
Elliptic Equations 
L3.53.7 

13 
Mon. 09/29 
Conjugate Gradient Method 
L4.3, Conjugate Gradient Method 

14 
Wed. 10/01 
GMRES Method 
L4.4, GMRES Method 

15 
Fri. 10/03 
Multigrid Method 
L4.6, Multigrid Tutorial 

16 
Mon. 10/06 
Initial Value Problems 
L5.15.6 

17 
Wed. 10/08 
Initial Value Problems 
L5.7 

18 
Fri. 10/10 
Initial Value Problems 
L5.85.9 



Problem sets: 
HWK 
Due Date 
Assignment 
Homework Set 1 
Mon Sept. 15, 2014 
PDF 
Homework Set 2 
Mon Sept. 29, 2014 
PDF 
Homework Set 3 
Mon Oct. 20, 2014 
PDF 
Homework Set 4 
Mon Nov. 3, 2014 
PDF 
Homework Set 5 
Mon Nov. 24, 2014 
PDF 
Homework Set 6 
Fri Dec. 12, 2014 
PDF 

MATLAB Codes: 
